[--[65.84.65.76]--]

CRUDEOIL

Crude Oil
5087 +16.00 (0.32%)
L: 5030 H: 5135

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Historical option data for CRUDEOIL

17 Dec 2025 11:58 PM IST
CRUDEOIL 14-JAN-2026 6100 CE
Delta: 0.06
Vega: 1.74
Theta: -1.24
Gamma: 0.00
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5087.00 14.7 -1.5 40.11 300 30 30
15 Dec 5146.00 10 0 - 1 1 1
11 Dec 5182.00 10 0 30.96 1 1 1


For Crude Oil - strike price 6100 expiring on 14JAN2026

Delta for 6100 CE is 0.06

Historical price for 6100 CE is as follows

On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 14.7, which was -1.5 lower than the previous day. The implied volatity was 40.11, the open interest changed by 30 which increased total open position to 30


On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 1 which increased total open position to 1


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 10, which was 0 lower than the previous day. The implied volatity was 30.96, the open interest changed by 1 which increased total open position to 1


CRUDEOIL 14JAN2026 6100 PE
Delta: -
Vega: -
Theta: -
Gamma: -
Date Close Ltp Change IV Volume OI Chg OI
17 Dec 5087.00 0 0 - 0 0 0
15 Dec 5146.00 0 0 - 0 0 0
11 Dec 5182.00 0 0 - 0 0 0


For Crude Oil - strike price 6100 expiring on 14JAN2026

Delta for 6100 PE is -

Historical price for 6100 PE is as follows

On 17 Dec CRUDEOIL was trading at 5087.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Dec CRUDEOIL was trading at 5146.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Dec CRUDEOIL was trading at 5182.00. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0